Anic Equity¶

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Total return since start: 0.554 %¶

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Equity now: -----------------------------> 47476.7 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46081.73 Kr¶

PnL: ---------------------------------------> -806.84 Kr¶

DD now: ---------------------------------> -2.371 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 11:44:56.070884'

Anic Portfolio¶

Today¶

Return: -0.99 %¶

This Week¶

Return: -0.91 %¶

Total¶

Return: 55.427 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.000000 2761.500000 125.500000 4.760000 2636.000010
Beijer Electronics Group 26 0.000000 3094.000000 123.000000 4.140000 2971.000006
FM Mattsson Mora Group B 50 -2.900000 3010.000000 83.000000 2.840000 2927.000000
SAAB B 8 1.080000 3444.000000 67.000000 1.980000 3377.000000
AcadeMedia 12 -2.290000 593.280000 36.280000 6.510000 557.000004
Corem Property Group B 59 -1.520000 613.010000 36.010000 6.240000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -0.820000 387.700000 32.700000 9.210000 355.000000
MedCap 2 -0.660000 453.000000 32.000000 7.600000 421.000000
Resurs Holding 22 -1.190000 602.140000 28.140000 4.900000 573.999998
Norva24 Group 16 -0.280000 564.800000 21.800000 4.010000 543.000000
Boozt 12 -1.700000 1668.000000 14.000000 0.850000 1653.999996
HMS Networks 2 -3.490000 686.000000 13.000000 1.930000 673.000000
Swedbank A 3 -0.800000 576.450000 12.450000 2.210000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Securitas B 6 -1.120000 582.000000 12.000000 2.110000 570.000000
Eastnine 4 -0.950000 501.600000 10.600000 2.160000 491.000000
OEM International B 7 -0.910000 534.100000 6.100000 1.160000 527.999997
Coor Service Management Hold. 8 -0.960000 536.800000 4.800000 0.900000 532.000000
Karnov Group 9 -0.830000 538.200000 2.200000 0.410000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.960000 247.920000 1.920000 0.780000 246.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Intrum 4 -3.700000 525.200000 -1.800000 -0.340000 527.000000
Handelsbanken A 5 -1.320000 540.500000 -5.500000 -1.010000 546.000000
Nordea Bank Abp 29 -0.220000 3446.940000 -7.060000 -0.200000 3453.999992
Essity B 2 -0.290000 559.000000 -15.000000 -2.610000 574.000000
Midsona B 63 -2.310000 560.700000 -22.300000 -3.830000 582.999984
CTEK 13 -2.210000 505.960000 -28.040000 -5.250000 533.999999
Essity A 4 -0.880000 1120.000000 -29.000000 -2.520000 1149.000000
International Petroleum Corp. 5 -1.160000 551.500000 -43.070000 -7.240000 594.565215
Vivesto 1368 0.800000 551.580000 -61.420000 -10.020000 612.999432
Sampo Oyj SDB 7 -1.100000 3766.000000 -84.000000 -2.180000 3850.000000
Axfood 13 0.290000 3593.200000 -162.800000 -4.330000 3756.000001
Fasadgruppen Group 35 1.760000 3640.000000 -171.000000 -4.490000 3810.999990
OX2 18 -2.240000 1415.700000 -248.300000 -14.920000 1663.999992
Ovzon 52 -3.630000 2761.200000 -600.800000 -17.870000 3361.999992
TOTAL 46081.730000 -806.840000 -2.37136% 46888.564618

Updated:¶

'2023-01-25 11:45:08.915443'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶